CSBR Options History — July 2021 In July 2021, CSBR traded between $9.14 and $10.69. ATM implied volatility averaged 141.3%. The 30-day expected move averaged 38.1%. IV traded above realized volatility by 70.9% (HV 20d: 70.3%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.68.
Notable Days 2021-07-08 : Highest Volume — 26 contracts2021-07-15 : Largest IV spike — 84.3% change2021-07-20 : Largest Expected Move — 49.2%Monthly Statistics Metric Avg Min Max Open Close Price $9.86 $9.14 $10.69 $10.16 $10.55 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 141.3% 91.3% 195.6% 152.4% 101.2% Expected Move 38.1% 24.7% 49.2% 43.7% 29.0% HV 20d 70.3% 47.1% 85.1% 85.1% 47.1% Term Structure -31.7% -125.8% 139.3% -46.7% -78.4% Skew 25d -35.7% -113.9% 17.0% 17.0% -19.8% Skew 10d -28.5% -118.4% 61.8% -41.6% 61.8% Call IV 25d 148.0% 79.3% 199.4% 79.3% 101.4% Put IV 25d 112.3% 58.8% 179.5% 96.3% 81.6% Bid-Ask Spread % 150.32 128.29 163.65 144.20 128.29 Gamma HHI 0.94 0.52 1.00 0.93 1.00 Net GEX 7 -26 45 -7 4 Net DEX -10.3K -19.4K -896 -896 -15.8K Net VEX -52 -79 0 -1 -69 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.68 0.00 1.36 1.36 0.00 Total Volume 1.714 0 26 0 0 Total OI 28.095 2 40 2 39
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-07-01 $10.16 $7.50 152.4% 43.7% 0.0% 0.0% 0.0% 17.0% -46.7% -7 -896 -1 0.00 144.20 N/A N/A 0 0 1 1 2021-07-02 $9.39 $7.50 166.8% 47.8% 85.1% 0.0% 0.0% -26.8% 0.0% 0 -930 0 0.00 147.37 N/A N/A 0 0 1 1 2021-07-06 $9.59 $0.00 195.6% 24.7% 82.7% 0.0% 0.0% -72.8% -25.7% 0 -954 0 0.00 153.51 N/A N/A 0 0 1 1 2021-07-07 $9.47 $0.00 161.0% 46.2% 80.2% 0.0% 0.0% -15.5% -56.9% 0 -930 0 0.00 163.44 N/A N/A 0 0 1 1 2021-07-08 $9.41 $0.00 157.7% 45.2% 77.9% 0.0% 0.0% -69.6% -60.3% 0 -941 0 1.36 163.65 N/A N/A 11 15 1 1 2021-07-09 $9.64 $0.00 118.6% 34.0% 76.2% 0.0% 0.0% -35.4% -26.3% -19 -7.0K -57 0.00 153.20 N/A N/A 0 0 14 16 2021-07-12 $9.71 $0.00 121.6% 34.9% 74.2% 0.0% 0.0% -63.4% -47.1% -10 -8.6K -49 0.00 134.63 N/A N/A 0 0 14 16 2021-07-13 $9.37 $0.00 141.0% 40.4% 75.3% 0.0% 0.0% -33.4% -72.5% -18 -6.6K -57 0.00 152.74 N/A N/A 0 0 14 16 2021-07-14 $9.43 $0.00 91.3% 26.2% 75.4% 0.0% 0.0% -6.4% 33.1% -26 -6.7K -57 0.00 146.84 N/A N/A 0 0 14 16 2021-07-15 $9.14 $0.00 168.3% 48.3% 75.7% 0.0% 0.0% -21.7% -100.3% -12 -5.9K -54 0.00 148.36 N/A N/A 10 0 14 16 2021-07-16 $9.31 $0.00 147.2% 42.2% 75.4% 0.0% 0.0% -26.7% -20.7% 45 -13.4K -79 0.00 153.97 N/A N/A 0 0 24 16 2021-07-19 $9.27 $0.00 165.5% 0.0% 74.7% 0.0% 0.0% 11.2% 0.0% 25 -13.7K -77 0.00 155.88 N/A N/A 0 0 24 15 2021-07-20 $9.84 $0.00 171.5% 49.2% 77.1% 0.0% 0.0% -9.2% -6.0% 34 -15.0K -79 0.00 157.66 N/A N/A 0 0 24 15 2021-07-21 $10.17 $0.00 168.8% 48.4% 77.2% 0.0% 0.0% -17.3% -6.8% 22 -16.7K -74 0.00 148.17 N/A N/A 0 0 24 15 2021-07-22 $10.24 $0.00 168.3% 0.0% 74.8% 0.0% 0.0% 5.0% 139.3% 42 -15.3K -75 0.00 161.58 N/A N/A 0 0 24 15 2021-07-23 $10.43 $0.00 128.6% 36.9% 67.6% 0.0% 0.0% -29.9% -21.2% 25 -16.8K -77 0.00 151.69 N/A N/A 0 0 24 15 2021-07-26 $10.26 $0.00 102.0% 29.2% 66.1% 0.0% 0.0% -22.8% -28.8% 21 -16.2K -75 0.00 142.62 N/A N/A 0 0 24 15 2021-07-27 $10.51 $0.00 103.3% 29.6% 48.3% 0.0% 0.0% -92.4% -20.2% -20 -19.4K -61 0.00 143.74 N/A N/A 0 0 24 15 2021-07-28 $10.69 $0.00 99.4% 28.5% 47.4% 0.0% 0.0% -105.6% -32.0% 25 -19.0K -68 0.00 153.43 N/A N/A 0 0 24 15 2021-07-29 $10.47 $0.00 136.3% 39.1% 47.9% 0.0% 0.0% -113.9% -125.8% 19 -16.1K -74 0.00 151.84 N/A N/A 0 0 24 15 2021-07-30 $10.55 $0.00 101.2% 29.0% 47.1% 0.0% 0.0% -19.8% -78.4% 4 -15.8K -69 0.00 128.29 N/A N/A 0 0 24 15
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